An intel P4 would be designed with overclocking in mind, Intel now even boast that their CPU's can be overclocked, just make sure that you are only doing it to a safe amount or you will end up in a big pile of shit. Also there is software available to overclock graphics cards, this may be worth checking out as I didn't think that any 9600 was particularly old. Other than that as everyone says RAM and upgrade graphics card, for games these tend to be the best ideas. If you are not sure just hit ctr+alt+del this way you an check your CPU and pagefile usage while running whatever programs give you difficulties. If your pagefile usage is going high then that is a sign that you need more RAM.
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